ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	132-105	132-170	0-065	0.2%	132-245
High	132-190	133-005	0-135	0.3%	132-245
Low	132-080	132-100	0-020	0.0%	131-255
Close	132-160	132-295	0-135	0.3%	132-155
Range	0-110	0-225	0-115	104.5%	0-310
ATR	0-131	0-138	0-007	5.1%	0-000
Volume	111,844	564,774	452,930	405.0%	4,818,066

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-275	134-190	133-099
R3	134-050	133-285	133-037
R2	133-145	133-145	133-016
R1	133-060	133-060	132-316	133-102
PP	132-240	132-240	132-240	132-261
S1	132-155	132-155	132-274	132-198
S2	132-015	132-015	132-254
S3	131-110	131-250	132-233
S4	130-205	131-025	132-171

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-082	134-268	133-006
R3	134-092	133-278	132-240
R2	133-102	133-102	132-212
R1	132-288	132-288	132-183	132-200
PP	132-112	132-112	132-112	132-068
S1	131-298	131-298	132-127	131-210
S2	131-122	131-122	132-098
S3	130-132	130-308	132-070
S4	129-142	129-318	131-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-005	132-020	0-305	0.7%	0-135	0.3%	90%	True	False	483,076
10	133-055	131-255	1-120	1.0%	0-146	0.3%	82%	False	False	773,722
20	134-010	131-255	2-075	1.7%	0-133	0.3%	50%	False	False	792,634
40	134-010	131-250	2-080	1.7%	0-133	0.3%	51%	False	False	455,935
60	134-010	131-030	2-300	2.2%	0-121	0.3%	62%	False	False	304,104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	136-001
2.618	134-274
1.618	134-049
1.000	133-230
0.618	133-144
HIGH	133-005
0.618	132-239
0.500	132-212
0.382	132-186
LOW	132-100
0.618	131-281
1.000	131-195
1.618	131-056
2.618	130-151
4.250	129-104

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	132-268	132-264
PP	132-240	132-233
S1	132-212	132-202

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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